-99.9%
AMIX vs BWA
+54.4%
-154.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.9% | +10.7% | +8.7% |
| 7D | +11.4% | -2.4% | +13.9% | +11.1% |
| 30D | -40.5% | -17.7% | -22.8% | -41.8% |
| 3M | -80.1% | -27.0% | -53.1% | -80.8% |
| 6M | -74.8% | -17.3% | -57.5% | -75.3% |
| YTD | -84.0% | +12.9% | -96.8% | -84.7% |
| 1Y | -89.7% | +12.9% | -102.6% | -90.2% |
| All | -99.9% | +54.4% | -154.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling